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Cubist Systematic Strategies Portfolio holdings

AUM $21B
1-Year Est. Return 21.48%
This Fund
S&P 500
This Quarter Est. Return
-10.2%
1 Year Est. Return
+21.48%
3 Year Est. Return
+78.34%
5 Year Est. Return
+110.56%
10 Year Est. Return
+239.02%
AUM
$1.98B
AUM Growth
-$68M
Cap. Flow
+$206M
Cap. Flow %
10.43%
Top 10 Hldgs %
10.1%
Holding
2,237
New
441
Increased
720
Reduced
666
Closed
402

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$97.7M
2
MS icon
Morgan Stanley
MS
+$10.9M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$10M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$9.97M
5
LVS icon
Las Vegas Sands
LVS
+$8.96M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$12.3M
2
HLT icon
Hilton Worldwide
HLT
+$10.3M
3
ENDP
Endo International plc
ENDP
+$9.52M
4
MU icon
Micron Technology
MU
+$9.4M
5
UAL icon
United Airlines
UAL
+$8.91M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 16.16%
2 Technology 13.71%
3 Healthcare 13.67%
4 Industrials 10.24%
5 Financials 8.06%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CRI icon
251
Carter's
CRI
$1.47B
$2.03M 0.1%
22,349
+18,336
+457% +$1.84M
MGM icon
252
MGM Resorts International
MGM
$11.4B
$2.03M 0.1%
109,827
-39,317
-26% -$786K
DO
253
DELISTED
Diamond Offshore Drilling
DO
$2.02M 0.1%
117,063
+105,874
+946% +$2.36M
CCEP icon
254
Coca-Cola Europacific Partners
CCEP
$48B
$2.02M 0.1%
41,870
+35,595
+567% +$1.73M
BLK icon
255
Blackrock
BLK
$176B
$2.02M 0.1%
+6,785
New +$2.19M
MOS icon
256
The Mosaic Company
MOS
$7.44B
$2.01M 0.1%
64,648
+52,874
+449% +$2.18M
JACK icon
257
Jack in the Box
JACK
$351M
$2.01M 0.1%
26,096
+15,985
+158% +$1.36M
LKQ icon
258
LKQ Corp
LKQ
$6.1B
$2.01M 0.1%
70,854
+63,733
+895% +$1.94M
VAR
259
DELISTED
Varian Medical Systems, Inc.
VAR
$2M 0.1%
30,991
+6,524
+27% +$476K
HRI icon
260
Herc Holdings
HRI
$5.64B
$2M 0.1%
39,853
-87,766
-69% -$4.59M
CPN
261
DELISTED
Calpine Corporation
CPN
$2M 0.1%
136,717
+79,784
+140% +$1.31M
PG icon
262
Procter & Gamble
PG
$342B
$1.99M 0.1%
27,722
+1,541
+6% +$116K
BRK.B icon
263
Berkshire Hathaway Class B
BRK.B
$1.12T
$1.99M 0.1%
15,253
-52,008
-77% -$7.13M
SBGI icon
264
Sinclair Inc
SBGI
$1B
$1.99M 0.1%
78,556
+54,929
+232% +$1.51M
PHM icon
265
Pultegroup
PHM
$25.3B
$1.98M 0.1%
104,714
+63,066
+151% +$1.28M
ETN icon
266
Eaton
ETN
$174B
$1.97M 0.1%
38,481
+16,537
+75% +$976K
NFX
267
DELISTED
Newfield Exploration
NFX
$1.97M 0.1%
59,859
-67,879
-53% -$2.28M
WBA
268
DELISTED
Walgreens Boots Alliance
WBA
$1.96M 0.1%
23,608
-5,201
-18% -$470K
MIK
269
DELISTED
Michaels Stores, Inc
MIK
$1.96M 0.1%
84,651
+74,779
+757% +$1.91M
DCT
270
DELISTED
DCT Industrial Trust Inc.
DCT
$1.96M 0.1%
+58,070
New +$1.94M
SAVE
271
DELISTED
Spirit Airlines, Inc.
SAVE
$1.95M 0.1%
41,250
+34,616
+522% +$1.94M
ELLI
272
DELISTED
Ellie Mae Inc
ELLI
$1.95M 0.1%
29,253
+22,732
+349% +$1.68M
K
273
DELISTED
Kellanova
K
$1.94M 0.1%
+31,039
New +$1.94M
ITRI icon
274
Itron
ITRI
$4.62B
$1.94M 0.1%
+60,629
New +$1.89M
SJM icon
275
J.M. Smucker
SJM
$12.7B
$1.94M 0.1%
16,960
+7,593
+81% +$847K
9 10
11
12 13

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GIM
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ECM
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JFL
Jarislowsky, Fraser Ltd Montreal, Quebec, Canada $18.2B AUM 22.04% 1-Year Est. Return
BAM
Burgundy Asset Management Toronto, Ontario, Canada $10.6B AUM 13.39% 1-Year Est. Return
SF
Synovus Financial Columbus, Georgia $8.74B AUM 12.78% 1-Year Est. Return
WIM
Waverton Investment Management London, United Kingdom $7.77B AUM 25.07% 1-Year Est. Return
AIM
AXA Investment Managers Puteaux, France $37.1B AUM
SIG
Stonegate Investment Group Birmingham, Alabama $4.31B AUM 18.07% 1-Year Est. Return

Cubist Systematic Strategies's Q3 2015 Portfolio in Review

As of Q3 2015, Cubist Systematic Strategies held 2,237 positions worth $1.98B, down 3.3% from $2.05B the previous quarter. Its ten largest holdings account for 10% of the portfolio.

Cubist Systematic Strategies deployed $206M of net new capital in Q3 2015, opening 441 new positions and adding to 720 existing holdings. Its largest new stake was Invesco QQQ Trust: 92,770 shares worth $9.44M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Allergan plc, an estimated $12.3M trimmed.

  • Cubist Systematic Strategies's largest Q3 2015 buy was Invesco QQQ Trust: 92,770 shares worth $9.44M.
  • Cubist Systematic Strategies added most to State Street SPDR S&P 500 ETF Trust in Q3 2015, an estimated $97.7M increase.
  • Cubist Systematic Strategies's biggest Q3 2015 reduction was Allergan plc, cutting an estimated $12.3M.
  • Cubist Systematic Strategies fully exited Ultimate Software Group Inc in Q3 2015, selling an estimated $4.79M.
  • Cubist Systematic Strategies's ten largest holdings make up 10% of its $1.98B portfolio in Q3 2015.
  • Cubist Systematic Strategies opened 441 new positions and closed 402 in Q3 2015.
  • Cubist Systematic Strategies's portfolio value fell 3.3% quarter-over-quarter to $1.98B.

Based on Cubist Systematic Strategies's 13F filing for Q3 2015, filed 16 Nov 2015.